Actuarial applications of multivariate phase-type distributions : model calibration and credibility

Hassan Zadeh, Amin

dc.contributor.advisor	Bilodeau, Martin	fr
dc.contributor.advisor	Garrido, José	fr
dc.contributor.author	Hassan Zadeh, Amin	fr
dc.date.accessioned	2012-03-07T01:21:34Z
dc.date.available	2012-03-07T01:21:34Z
dc.date.issued	2009-10-08	fr
dc.date.submitted	2009	fr
dc.identifier.uri	http://hdl.handle.net/1866/6540
dc.subject	Distributions phase-type	fr
dc.subject	Phase-type distributions	fr
dc.subject	Processus de Markov continu	fr
dc.subject	Continuous Markov processes	fr
dc.subject	Chaîne de Markov cachée	fr
dc.subject	Hidden Markov chain	fr
dc.subject	Algorithme EM	fr
dc.subject	EM algorithm	fr
dc.subject	Bootstrap paramétrique	fr
dc.subject	Parametric bootstrap	fr
dc.subject	Crédibilité exacte	fr
dc.subject	Exact credibility	fr
dc.subject	Distributions coxiennes	fr
dc.subject	Coxian distributions	fr
dc.subject	Théorème de Jewell	fr
dc.subject	Jewell's theorem	fr
dc.title	Actuarial applications of multivariate phase-type distributions : model calibration and credibility	fr
dc.type	Thèse ou mémoire / Thesis or Dissertation	fr
etd.degree.discipline	Statistique	fr
etd.degree.grantor	Université de Montréal	fr
etd.degree.level	Doctorat / Doctoral	fr
etd.degree.name	Ph. D.	fr
dcterms.description	Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal.	fr
dcterms.language	eng	fr

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